+193.0%
ARM vs VIG
+62.6%
+130.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.4% | +4.3% | +0.3% |
| 7D | -5.3% | +0.4% | -5.7% | -6.1% |
| 30D | -30.0% | +4.3% | -34.3% | -37.4% |
| 3M | -34.1% | +2.0% | -36.1% | -37.5% |
| 6M | -12.6% | +10.2% | -22.8% | -31.4% |
| YTD | +70.4% | +14.8% | +55.6% | +22.0% |
| 1Y | +22.3% | +17.5% | +4.8% | -17.8% |
| 3Y | +261.2% | +67.4% | +193.8% | +1.5% |
| All | +193.0% | +62.6% | +130.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling